Nonlinear filtering

Nonlinear filtering is a mathematical method used to estimate the true state of a system when the relationships involved are complex and not straight lines. Imagine trying to track a moving object that behaves unpredictably, with measurements affected by noise or errors. Nonlinear filters analyze these uncertain, complicated signals to provide the best possible estimate of the system's current condition. They are essential in many real-world applications like navigation, robotics, and communications, where systems don’t follow simple, linear rules, and accurate, real-time information is critical.